Newman L. White reported "Sadie" from Auburn. AL, 1915-1916; tune "Nigger Blues."
"Amy" was reported from Durham, NC, 1919.
Cox recorded "Maggie Was A Lady" from West Virginia, 1915 and 1916.
Odum, 1925, printed 21 stanzas under the title of "Lilly," and also noted the title "Pauly." Odum and Johnson, The Negro and His Songs, Univ NC Press (reprinted Negro Universities Press), pp. 228-230.
Sigmund Spaeth maintained that the song originated in St. Louis between 1850 and 1860, in "Read 'Em and Weep," 1927, p. 34 (not seen).

Lyr. Add: LILLY

Lilly was a good girl evy'body knows;
Spent a hundred dollars to buy her father suit o' clothes.
Her man certainly got to treat her right.

She went to Bell Street, bought a bottle of beer;
"Good mornin', bar-keeper, has my lovin' man been here?
My man certainly got to treat me right."

"It is Sunday an' I ain't goin' to tell you no lie,
He was standin' over there jus' an hour ago."
"My man certainly got to treat me right."

She went down to First Avenue, to pawn-broker.
"Good mornin', kind lady, what will you have?"
"I want to git a fohty-fo' gun, for all I got's done gone."

He say to the lady, "It's against my law
To rent any woman fohty-fo' smokin' gun,
For all you got'll be daid an' gone."

She went to the alley, dogs begin to bark,
Saw her lovin' man standin' in de dark,
Laid his po' body down.

"Turn me over, Lilly, turn me over slow,
May be las' time, I don't know,
All you got's daid an' gone."

She sent for the doctors- doctors all did come.
Sometimes they walk, sometimes they run;
An' it's one mo' rounder gone.

They picked up Pauly, carried him to infirmary.
He told the doctors he's a gamblin' man;
An' it's one mo' rounder gone.

Newsboys come runnin' to tell de mother de news.
She says to the lads, "That can't be true,
I seed my son 'bout an hour ago.

"Come here, John, an' git yo' hat;
Go down the street an' see where my son is at.
Is he gone, is he gone?"

The policemen all dressed in blue,
Dey come down de street by two an' two.
One mo' rounder gone.

"Lucy, git yo' bonnet! Johnnie, git yo' hat!
Go down on Bell Street an' see where my son is at.
Is he gone, is he gone?"

Sunday she got 'rested, Tuesday she was fined.
Wednesday she pleaded for all-life trial,
An' it's all she got done gone.

Lilly said to jailer, "How can it be?
Feed all prisoners, won't feed me.
Lawd, have mercy on yo' soul!"

Jailer said to Lilly, "I tell you what to do-
Go back in yo' dark cell an' take a good sleep!"
And it's all she got done gone.

She said to the jailer, "How can I sleep?
All 'round my bedside lovin' Paul do creep;
It's all I got's gone."

The wimmins in Atlanta, dey heard de news,
Run excursions with new red shoes;
An' it's one mo' rounder done gone.

Some give a nickel, some give a dime,
Some didn't give nary red copper cent;
An' it's one mo' rounder gone.

Well, it's forty-dollar hearse, an' rubber-tire hack,
Carry po' Paul to cemetery, but fail to bring him back;
An' it's one mo' rounder gone.

Well, they pick up Pauly, an' laid him to rest;
Preacher said de ceremony, sayin',
"Well, it's all dat you got's daid an' gone."

From Odum and Johnson, see above. This, to me, is redolent of the time, and with it's ties to other songs of the era, is my favorite.